Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1523892.4861 | 1375833.7145 | 148058.7716 | 27426271.059 | 19575033.2563 | 7851237.8027 |
Total P&L (%) | 1523.8925 | 1375.8337 | 148.0588 | 27426.2711 | 19575.0333 | 7851.2378 |
Avg Daily Profit (%) | 0.8344 | 0.7533 | 0.0811 | 0.3081 | 0.2896 | 0.2399 |
Buy And Hold Return (%) | 636.9661 | 636.9661 | 636.9661 | 636.9661 | 636.9661 | 636.9661 |
Max Trade Drawdown | -82241 | -44027 | -65996 | -20788793 | -13996001 | -15782198 |
Profit Factor | 3.5467 | 6.2274 | 1.4417 | 1.3419 | 1.5391 | 1.1789 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Profitability (%) | 34.0136 | 32.8767 | 35.1351 | 34.0136 | 32.8767 | 35.1351 |
Ratio Avg Win / Avg Loss | 6.8806 | 12.7144 | 2.6616 | 2.6034 | 3.1423 | 2.1764 |
Largest Winning Trade | 761946 | 761946 | 77281 | 14659822 | 14659822 | 8446432 |
Largest Losing Trade | -26916 | -17210 | -26916 | -5893083 | -3653554 | -5893083 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 79 | 74 | 84 | 79 | 74 | 84 |
Avg Bars in Losers | 14 | 14 | 13 | 14 | 14 | 13 |
Bars Traded | 5349 | 2492 | 2857 | 5349 | 2492 | 2857 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353674 | -63144 | -318669 | 165048 | -67157 | -84526 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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